an analyst has come across a one period call option with an exercise price of sh$.25.$ the risk free rate is $7\%$ and the current stock value is sh$\mathrm{.}25,$ and the size of the up move is $1\mathrm{.}4,$ suppose the option is also trading at sh$\mathrm{.}6\mathrm{.}5$ and the analyst trades $100$ options. Determin the appropriate arbitrage strategy